Search found 2 matches
- Mon Feb 15, 2010 10:27 am
- Forum: Estimation
- Topic: SVAR restrictions
- Replies: 0
- Views: 1603
SVAR restrictions
Hello, I want to estimate a structural VAR and to impose some short run restrictions. So, if i have the following equations: E1p=ep E2r=er E3c=a31*ep+a32*er+ec E4s=a43*ec+es E5n=a52*er+a53*ec+en E5m=a64*es+a65*en+em Then the following restrictions are correct? @e1= C(1)*@u1 @e2 = C(3)*@u2 @e3 = C(4)...
- Thu Feb 04, 2010 2:32 pm
- Forum: Programming
- Topic: Blanchard-Quah structural SVAR
- Replies: 0
- Views: 3235
Blanchard-Quah structural SVAR
Hello,
I am not an advanced EViews user and I need a little help.
Can anyone give me the code for the Blanchard Quah decomposition witch uses CPI and GDP as variables, not the GNP and unemployment. It will be very useful for me. I am using EViews 6.
Thanks!
I am not an advanced EViews user and I need a little help.
Can anyone give me the code for the Blanchard Quah decomposition witch uses CPI and GDP as variables, not the GNP and unemployment. It will be very useful for me. I am using EViews 6.
Thanks!